I assume you mean when you're creating a hub. If so, then when you do start a new hub, there's a box underneath
"Give Your Hub a Unique Web Address"
it will make a generic URL: http://www.hubpages.com/hub/.......
and you just have to fill in the dots with a name that relates to the hub you make.
If it's not for your hub, but your profile, I don't think you can change it from: http://hubpages.com/@hubber0259